The *.mdx and *.mdl files are the 3D models (i.e the geometry and animations of the weapon), the *.tga files are the textures that are "stretched" over the model. Both can be extracted with KotOR Tool. However, the model files will need to be decompiled with mdlOps and imported to gmax or 3Ds Max with NWMax. You can check the tutorials at the top of the page, as well as http://starwarsknights.com
for more information on the tools.